Annual 13% return from the University of Chicago Booth School of Business discovers seasonality in stocks & commodities.
The most respected studies by Wall Street come from top business schools using such data as that from the Center for Research in Security Prices (CRSP) with accounting data from Compustat files from Standard & Poor’s. Your problem is that this data is extremely expensive for finance industry outsiders of Wall Street.
Graciously academics from these top schools make their research public to Main Street.
That allows you to gain an unfair advantage over the retail investing public. But knowing what is in these studies is not enough.
You need to know how to convert this information into practice.
This course offers a low-cost solution to creating your virtual investing and trading laboratory for seasonal, value, momentum, size, and dividend signals. The tools and knowledge you will learn inside allow you to distill 3,700 stock to the best few that are most likely to kick out double digit expected gains at the press of a button.
I am Dr. Scott Brown. I hold a Ph.D. in finance from the University of South Carolina. I am an associate professor of finance at the AACSB accredited Graduate School of Business of the University of Puerto Rico.
Discover how to capture 13% expected returns on seasonality alone. Two major money managers used a little known list of value stocks that generated actual returns of 20% – Benjamin Graham and Warren Buffett.
This course shows you how to find value stocks the exact same way. This has been shown by Fama and French (2012) to generate excess abnormal expected returns of 5.4%.
Sorting on seasonality and value generates an expected portfolio return of 18.4% on average. Buffett and Graham extracted 20% out of the market year after year for three decades.
Then I will show you how to sort on momentum for a 7.4% excess abnormal return. This can be sorted by size for another 1.2% expected kick.
This yields a strategy with an expected return of 21.60%. Your actual returns may be higher or lower.
Here’s what my Udemy students are saying, “Hello Dr. Brown, Thanks – now that I’ve taken it I realize the majority of my company plan selections are horrible!! Thank you.”